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Dynamic Factor Models, Cointegration, and Error Correction Mechanisms
1m.barigozzi@lse.ac.uk – London School of Economics and Political Science...F1t F2t ) = ( (1− αL)−1 (1− αL)−1L ) ut, so that r = 2, q = 1 and the
URL: https://www.federalreserve.gov/econresdata/feds/2016/files/2016018pap.pdf
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Federal Reserve Banks Combined Quarterly Financial Report - March 31, 2025
1,555 1,478 Loans: Note 1 Loans to depository institutions 2,830 3,255...1,498 — 1,498 1,498 — 1,498 Consolidated variable interest entity: Income
URL: https://www.federalreserve.gov/aboutthefed/files/quarterly-report-20250516.pdf
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Federal Reserve Bank of New York: Financial Statements 2023
1 Consolidated Statements of Condition as of December 31, 2023 and December...1) pertain to the maintenance of records that, in reasonable detail, accurately
URL: https://www.federalreserve.gov/aboutthefed/files/newyorkfinstmt2023.pdf
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Federal Reserve Board Publication
M Dodd-Frank Act Stress Test 2021: Supervisory Stress Test Methodology...M This and other Federal Reserve Board reports and publications are available
URL: https://www.federalreserve.gov/publications/files/2021-april-supervisory-stress-test-methodology.pdf
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USB-Union Bank - Public Comment Response (10-26-21)
M I L E : +1-202-636-5502 Direct Dial Number +1-202-636-5578 E-mail Address...M. Thro Board – Legal Ms. Linda Anderson Reserve Bank Ms. Erin Grace Ms
URL: https://www.federalreserve.gov/foia/files/us-bancorp-response-to-public-comments-20211026.pdf
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Speech by Governor Waller on risk in the crypto markets
1:00 p.m. EDT (7:00 p.m. local time) June 3, 2022 Risk in the Crypto Markets....1 Innovation is happening fast, and many of the people and groups represented
URL: https://www.federalreserve.gov/newsevents/speech/files/waller20220603a.pdf
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Uncertainty, Currency Excess Returns, and Risk Reversals
1 Un ertainty, Curren y Ex ess Returns, and Risk Reversals Abstra t In...1 Introdu tion The failure of un overed interest parity and pro�tability
URL: https://www.federalreserve.gov/econresdata/ifdp/2017/files/ifdp1196.pdf
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FEDERAL RESERVE statistical release H.4.1 Factors Affecting Reserve Balances of Depository Institutions and Condition
outright1 8,489,408 + 8,448 +1,064,044 8,492,644 U.S. Treasury securities...1,322 - 65,947 22,658 Primary credit 2,705 + 1,776 + 2,195 3,706 Secondary
URL: https://www.federalreserve.gov/releases/h41/20220616/h41.pdf
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FEDERAL RESERVE statistical release H.4.1 Factors Affecting Reserve Balances of Depository Institutions and Condition
1,029,136 1,430,684 5,763,344 Weekly changes + 1,113 + 4,723 - 5,798 +...1 54 2,063 60,521 2,666,176 2,728,815 Weekly changes 0 0 0 + 1 + 6 + 1,242
URL: https://www.federalreserve.gov/releases/h41/20220623/h41.pdf
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INSURED U.S.-CHARTERED COMMERCIAL BANKS THAT HAVE CONSOLIDATED ASSETS OF $100 MILLION OR MORE RANKED BY CONSOLIDATED
1,378 1 N 0 0 KEYCORP 14 1 35301 STATE STREET B&TC BOSTON MA SMB 68,571...1 Y 0 0 M&T BC 36 7 983448 M&I MARSHALL & ILSLEY BK MILWAUKEE WI SMB 25,946
URL: https://www.federalreserve.gov/releases/lbr/20020331/lrg_bnk_lst.txt
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